Anic Equity¶

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Total return since start: 0.62 %¶

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Equity now: -----------------------------> 49480.04 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45418.65 Kr¶

PnL: ---------------------------------------> 362.65 Kr¶

DD now: ---------------------------------> -6.853 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 12:53:18.883385'

Anic Portfolio¶

Today¶

Return: 1.241 %¶

This Week¶

Return: 0.359 %¶

Total portfolio value¶

Return including deposits: 61.985 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.800000 1674.180000 205.180000 13.970000 1468.999998
Sedana Medical 93 5.430000 2708.160000 187.160000 7.420000 2521.000011
Orrön Energy 180 5.560000 2170.800000 127.800000 6.260000 2043.000000
Platzer Fastigheter Holding B 12 5.320000 1021.200000 60.200000 6.260000 960.999996
Atrium Ljungberg B 5 3.940000 990.000000 55.000000 5.880000 935.000000
JM 6 3.490000 908.400000 44.400000 5.140000 864.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Sagax B 4 3.370000 896.000000 42.000000 4.920000 854.000000
Catena 2 3.780000 833.600000 41.600000 5.250000 792.000000
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
Hexatronic Group 12 2.380000 991.200000 24.200000 2.500000 966.999996
Bilia A 8 2.040000 918.400000 18.400000 2.040000 900.000000
Gränges 9 1.750000 944.100000 16.100000 1.730000 927.999999
BioGaia B 8 1.110000 944.800000 14.800000 1.590000 930.000000
HEXPOL B 9 -0.260000 1025.100000 4.100000 0.400000 1020.999996
Clas Ohlson B 12 0.250000 976.800000 3.800000 0.390000 972.999996
Biotage 7 0.070000 943.600000 2.600000 0.280000 940.999997
AcadeMedia 8 0.400000 402.400000 0.400000 0.100000 402.000000
OX2 13 0.970000 949.650000 -0.350000 -0.040000 949.999999
EQT 4 0.390000 831.200000 -0.800000 -0.100000 832.000000
Byggmax Group 33 0.000000 953.040000 -2.960000 -0.310000 956.000001
ASSA ABLOY B 3 -0.730000 770.100000 -8.900000 -1.140000 779.000001
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
Nordic Waterproofing Holding 7 0.450000 947.800000 -19.200000 -1.990000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
VEF 909 0.300000 1823.450000 -26.550000 -1.440000 1850.000436
SKF B 5 -2.360000 910.000000 -30.000000 -3.190000 940.000000
Addnode Group B 11 -1.890000 884.400000 -36.600000 -3.970000 921.000003
Latour B 4 -0.150000 816.800000 -40.200000 -4.690000 857.000000
Indutrade 5 1.250000 1175.500000 -42.500000 -3.490000 1218.000000
Vitec Software Group B 2 0.190000 1044.000000 -43.000000 -3.960000 1087.000000
Hexagon B 26 0.310000 3400.800000 -60.200000 -1.740000 3461.000010
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
Bufab 3 -1.480000 1037.400000 -71.600000 -6.460000 1109.000001
BHG Group 97 1.720000 1378.370000 -80.630000 -5.530000 1458.999989
TOTAL 45418.650000 362.650000 -6.85295% 45056.000411

Updated:¶

'2023-07-04 12:53:35.531923'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶